+59.6%
T vs SNAP
-53.8%
+113.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.9% |
| 7D | +1.0% | -7.1% | +8.1% | +0.9% |
| 30D | -10.6% | -14.6% | +4.0% | -10.8% |
| 3M | -7.7% | -5.0% | -2.8% | -7.7% |
| 6M | -13.3% | -18.8% | +5.5% | -13.5% |
| YTD | -8.8% | -38.5% | +29.8% | -8.8% |
| 1Y | -8.4% | -38.1% | +29.7% | -8.4% |
| 3Y | +59.6% | -53.8% | +113.4% | +55.1% |
| All | +59.6% | -53.8% | +113.5% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SNAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling